Impact of open interest on realized volatility in oil futures
Huimin Chung; Tseng-Chan Tseng; Chi-Yuan Chen
| Year of publication: |
2013
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|---|---|
| Authors: | Chung, Huimin ; Tseng, Tseng-chan ; Chen, Chi-yuan |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 8, p. 853-860
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| Subject: | HAR-RRV model | Realized Range-Based Variance | Oil futures | Open interest | Futures markets | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Welt | World | Warenbörse | Commodity exchange | Ölmarkt | Oil market | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Nebent.: The Impact of open interest on realized volatility in oil futures |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363101